Overview
Dataset statistics
| Number of variables | 19 |
|---|---|
| Number of observations | 2406 |
| Missing cells | 0 |
| Missing cells (%) | 0.0% |
| Duplicate rows | 0 |
| Duplicate rows (%) | 0.0% |
| Total size in memory | 359.5 KiB |
| Average record size in memory | 153.0 B |
Variable types
| DateTime | 1 |
|---|---|
| TimeSeries | 15 |
| Boolean | 1 |
| Numeric | 2 |
Timeseries statistics
| Number of series | 15 |
|---|---|
| Time series length | 2406 |
| Starting point | 2010-01-26 00:00:00 |
| Ending point | 2019-08-19 00:00:00 |
| Period | 1 day, 10 hours and 50 minutes |
repaired? has constant value "False" | Constant |
AD is highly overall correlated with OBV | High correlation |
ATR is highly overall correlated with NATR and 1 other fields | High correlation |
CMO is highly overall correlated with MFI and 2 other fields | High correlation |
EMA is highly overall correlated with KAMA and 6 other fields | High correlation |
KAMA is highly overall correlated with EMA and 6 other fields | High correlation |
MA is highly overall correlated with EMA and 6 other fields | High correlation |
MFI is highly overall correlated with CMO and 2 other fields | High correlation |
MidPrice is highly overall correlated with EMA and 6 other fields | High correlation |
NATR is highly overall correlated with ATR and 7 other fields | High correlation |
OBV is highly overall correlated with AD | High correlation |
ROC is highly overall correlated with CMO and 2 other fields | High correlation |
TRANGE is highly overall correlated with ATR | High correlation |
TSF is highly overall correlated with EMA and 6 other fields | High correlation |
WILLR is highly overall correlated with CMO and 2 other fields | High correlation |
WMA is highly overall correlated with EMA and 6 other fields | High correlation |
close is highly overall correlated with EMA and 6 other fields | High correlation |
close is non stationary | Non stationary |
MA is non stationary | Non stationary |
EMA is non stationary | Non stationary |
KAMA is non stationary | Non stationary |
WMA is non stationary | Non stationary |
MidPrice is non stationary | Non stationary |
AD is non stationary | Non stationary |
OBV is non stationary | Non stationary |
NATR is non stationary | Non stationary |
TSF is non stationary | Non stationary |
close is seasonal | Seasonal |
MA is seasonal | Seasonal |
EMA is seasonal | Seasonal |
KAMA is seasonal | Seasonal |
WMA is seasonal | Seasonal |
MidPrice is seasonal | Seasonal |
AD is seasonal | Seasonal |
OBV is seasonal | Seasonal |
NATR is seasonal | Seasonal |
Date has unique values | Unique |
EMA has unique values | Unique |
KAMA has unique values | Unique |
NATR has unique values | Unique |
ATR has unique values | Unique |
BOP has 796 (33.1%) zeros | Zeros |
ROC has 241 (10.0%) zeros | Zeros |
WILLR has 241 (10.0%) zeros | Zeros |
TRANGE has 40 (1.7%) zeros | Zeros |
Reproduction
| Analysis started | 2026-02-02 04:32:32.809485 |
|---|---|
| Analysis finished | 2026-02-02 04:32:51.100054 |
| Duration | 18.29 seconds |
| Software version | ydata-profiling vv4.18.1 |
| Download configuration | config.json |
Variables
Date
Date
Unique
| Distinct | 2406 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Memory size | 37.6 KiB |
| Minimum | 2010-01-26 00:00:00 |
|---|---|
| Maximum | 2019-08-19 00:00:00 |
| Invalid dates | 0 |
| Invalid dates (%) | 0.0% |
close
Numeric time series
High correlation Non stationary Seasonal
| Distinct | 89 |
|---|---|
| Distinct (%) | 3.7% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 73.075229 |
|---|---|
| Minimum | 26 |
| Maximum | 114 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | 26 |
|---|---|
| 5-th percentile | 42 |
| Q1 | 52 |
| median | 74 |
| Q3 | 94 |
| 95-th percentile | 105 |
| Maximum | 114 |
| Range | 88 |
| Interquartile range (IQR) | 42 |
Descriptive statistics
| Standard deviation | 22.145046 |
|---|---|
| Coefficient of variation (CV) | 0.3030445 |
| Kurtosis | -1.3929754 |
| Mean | 73.075229 |
| Median Absolute Deviation (MAD) | 21 |
| Skewness | -0.029287288 |
| Sum | 175819 |
| Variance | 490.40307 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.6171947491 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 47.03 seconds |
| Value | Count | Frequency (%) |
| 97 | 67 | 2.8% |
| 46 | 65 | 2.7% |
| 49 | 64 | 2.7% |
| 93 | 62 | 2.6% |
| 48 | 62 | 2.6% |
| 53 | 59 | 2.5% |
| 50 | 59 | 2.5% |
| 45 | 56 | 2.3% |
| 94 | 52 | 2.2% |
| 52 | 52 | 2.2% |
| Other values (79) | 1808 |
| Value | Count | Frequency (%) |
| 26 | 1 | < 0.1% |
| 27 | 2 | 0.1% |
| 28 | 2 | 0.1% |
| 29 | 3 | |
| 30 | 7 | |
| 31 | 7 | |
| 32 | 7 | |
| 33 | 5 | |
| 34 | 4 | |
| 35 | 5 |
| Value | Count | Frequency (%) |
| 114 | 2 | 0.1% |
| 113 | 3 | 0.1% |
| 112 | 3 | 0.1% |
| 111 | 3 | 0.1% |
| 110 | 6 | 0.2% |
| 109 | 8 | 0.3% |
| 108 | 15 | |
| 107 | 32 | |
| 106 | 26 | |
| 105 | 29 |
repaired?
Boolean
Constant
| Distinct | 1 |
|---|---|
| Distinct (%) | < 0.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Memory size | 21.1 KiB |
| False |
|---|
| Value | Count | Frequency (%) |
| False | 2406 |
MA
Numeric time series
High correlation Non stationary Seasonal
| Distinct | 704 |
|---|---|
| Distinct (%) | 29.3% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 73.116126 |
|---|---|
| Minimum | 29.2 |
| Maximum | 112.1 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | 29.2 |
|---|---|
| 5-th percentile | 42.125 |
| Q1 | 51.725 |
| median | 73.8 |
| Q3 | 94.275 |
| 95-th percentile | 104.7 |
| Maximum | 112.1 |
| Range | 82.9 |
| Interquartile range (IQR) | 42.55 |
Descriptive statistics
| Standard deviation | 22.065765 |
|---|---|
| Coefficient of variation (CV) | 0.30179068 |
| Kurtosis | -1.4055755 |
| Mean | 73.116126 |
| Median Absolute Deviation (MAD) | 21.2 |
| Skewness | -0.037423164 |
| Sum | 175917.4 |
| Variance | 486.89799 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.4836075885 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 47.03 seconds |
| Value | Count | Frequency (%) |
| 45.6 | 18 | 0.7% |
| 53.7 | 12 | 0.5% |
| 69.1 | 10 | 0.4% |
| 48.6 | 10 | 0.4% |
| 56.5 | 10 | 0.4% |
| 51.6 | 10 | 0.4% |
| 86 | 10 | 0.4% |
| 53.2 | 10 | 0.4% |
| 96.7 | 10 | 0.4% |
| 96.9 | 10 | 0.4% |
| Other values (694) | 2296 |
| Value | Count | Frequency (%) |
| 29.2 | 2 | |
| 29.4 | 3 | |
| 29.5 | 1 | < 0.1% |
| 29.7 | 1 | < 0.1% |
| 29.8 | 3 | |
| 30 | 1 | < 0.1% |
| 30.1 | 1 | < 0.1% |
| 30.2 | 2 | |
| 30.3 | 1 | < 0.1% |
| 30.4 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 112.1 | 1 | |
| 112 | 1 | |
| 111.6 | 1 | |
| 111.2 | 1 | |
| 111 | 1 | |
| 110.6 | 1 | |
| 110 | 1 | |
| 109.5 | 1 | |
| 109.3 | 1 | |
| 109.2 | 1 |
EMA
Numeric time series
High correlation Non stationary Seasonal Unique
| Distinct | 2406 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 73.118275 |
|---|---|
| Minimum | 29.180863 |
| Maximum | 112.04341 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | 29.180863 |
|---|---|
| 5-th percentile | 42.330028 |
| Q1 | 51.690822 |
| median | 73.850823 |
| Q3 | 94.331743 |
| 95-th percentile | 104.55472 |
| Maximum | 112.04341 |
| Range | 82.862548 |
| Interquartile range (IQR) | 42.640921 |
Descriptive statistics
| Standard deviation | 22.033046 |
|---|---|
| Coefficient of variation (CV) | 0.30133432 |
| Kurtosis | -1.4122312 |
| Mean | 73.118275 |
| Median Absolute Deviation (MAD) | 21.118924 |
| Skewness | -0.038883189 |
| Sum | 175922.57 |
| Variance | 485.4551 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.5894762534 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 47.03 seconds |
| Value | Count | Frequency (%) |
| 77.53056959 | 1 | < 0.1% |
| 76.88864785 | 1 | < 0.1% |
| 76.36343915 | 1 | < 0.1% |
| 75.75190476 | 1 | < 0.1% |
| 75.43337662 | 1 | < 0.1% |
| 75.71821724 | 1 | < 0.1% |
| 75.95126865 | 1 | < 0.1% |
| 75.41467435 | 1 | < 0.1% |
| 74.61200628 | 1 | < 0.1% |
| 74.13709605 | 1 | < 0.1% |
| Other values (2396) | 2396 |
| Value | Count | Frequency (%) |
| 29.18086278 | 1 | |
| 29.22105451 | 1 | |
| 29.27017773 | 1 | |
| 29.511615 | 1 | |
| 29.78223045 | 1 | |
| 29.82182492 | 1 | |
| 29.99688389 | 1 | |
| 30.03603857 | 1 | |
| 30.38874389 | 1 | |
| 30.39312247 | 1 |
| Value | Count | Frequency (%) |
| 112.043411 | 1 | |
| 111.8536999 | 1 | |
| 111.6086135 | 1 | |
| 111.3348454 | 1 | |
| 111.0771942 | 1 | |
| 110.6499041 | 1 | |
| 110.1276605 | 1 | |
| 109.7115851 | 1 | |
| 109.2739644 | 1 | |
| 109.2030484 | 1 |
KAMA
Numeric time series
High correlation Non stationary Seasonal Unique
| Distinct | 2406 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 72.876204 |
|---|---|
| Minimum | 28.95192 |
| Maximum | 110.3248 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | 28.95192 |
|---|---|
| 5-th percentile | 41.767189 |
| Q1 | 51.420175 |
| median | 73.595862 |
| Q3 | 94.557748 |
| 95-th percentile | 104.9213 |
| Maximum | 110.3248 |
| Range | 81.372876 |
| Interquartile range (IQR) | 43.137573 |
Descriptive statistics
| Standard deviation | 22.157334 |
|---|---|
| Coefficient of variation (CV) | 0.30404073 |
| Kurtosis | -1.3929516 |
| Mean | 72.876204 |
| Median Absolute Deviation (MAD) | 21.570002 |
| Skewness | -0.031650425 |
| Sum | 175340.15 |
| Variance | 490.94744 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.592345465 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 47.03 seconds |
| Value | Count | Frequency (%) |
| 75.86234255 | 1 | < 0.1% |
| 75.33355848 | 1 | < 0.1% |
| 74.97831293 | 1 | < 0.1% |
| 74.45131178 | 1 | < 0.1% |
| 74.39099077 | 1 | < 0.1% |
| 74.48023222 | 1 | < 0.1% |
| 74.52375283 | 1 | < 0.1% |
| 74.44402774 | 1 | < 0.1% |
| 74.20174545 | 1 | < 0.1% |
| 74.11058956 | 1 | < 0.1% |
| Other values (2396) | 2396 |
| Value | Count | Frequency (%) |
| 28.95192041 | 1 | |
| 28.95530274 | 1 | |
| 28.95715328 | 1 | |
| 28.9822486 | 1 | |
| 28.98520532 | 1 | |
| 29.01094557 | 1 | |
| 29.03783165 | 1 | |
| 29.04599884 | 1 | |
| 29.05659464 | 1 | |
| 29.09275286 | 1 |
| Value | Count | Frequency (%) |
| 110.3247966 | 1 | |
| 110.305955 | 1 | |
| 110.255355 | 1 | |
| 109.8702349 | 1 | |
| 109.2331058 | 1 | |
| 108.6519594 | 1 | |
| 108.1803949 | 1 | |
| 107.8778646 | 1 | |
| 107.7957136 | 1 | |
| 107.756435 | 1 |
WMA
Numeric time series
High correlation Non stationary Seasonal
| Distinct | 1737 |
|---|---|
| Distinct (%) | 72.2% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 73.10164 |
|---|---|
| Minimum | 28.727273 |
| Maximum | 112.67273 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | 28.727273 |
|---|---|
| 5-th percentile | 42.122727 |
| Q1 | 51.763636 |
| median | 73.654545 |
| Q3 | 94.25 |
| 95-th percentile | 104.77727 |
| Maximum | 112.67273 |
| Range | 83.945455 |
| Interquartile range (IQR) | 42.486364 |
Descriptive statistics
| Standard deviation | 22.080988 |
|---|---|
| Coefficient of variation (CV) | 0.30205872 |
| Kurtosis | -1.4040969 |
| Mean | 73.10164 |
| Median Absolute Deviation (MAD) | 21.209091 |
| Skewness | -0.035218322 |
| Sum | 175882.55 |
| Variance | 487.57003 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.5598439405 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 47.03 seconds |
| Value | Count | Frequency (%) |
| 52.6 | 5 | 0.2% |
| 96.07272727 | 5 | 0.2% |
| 45.30909091 | 5 | 0.2% |
| 96.90909091 | 4 | 0.2% |
| 93.29090909 | 4 | 0.2% |
| 102.3454545 | 4 | 0.2% |
| 96.98181818 | 4 | 0.2% |
| 97.41818182 | 4 | 0.2% |
| 56.25454545 | 4 | 0.2% |
| 47.01818182 | 4 | 0.2% |
| Other values (1727) | 2363 |
| Value | Count | Frequency (%) |
| 28.72727273 | 1 | |
| 28.85454545 | 1 | |
| 29.01818182 | 1 | |
| 29.07272727 | 1 | |
| 29.29090909 | 1 | |
| 29.4 | 1 | |
| 29.41818182 | 1 | |
| 29.52727273 | 1 | |
| 29.72727273 | 2 | |
| 29.74545455 | 1 |
| Value | Count | Frequency (%) |
| 112.6727273 | 1 | |
| 112.5636364 | 1 | |
| 112.1636364 | 1 | |
| 112.0181818 | 1 | |
| 111.5454545 | 1 | |
| 111 | 1 | |
| 110.3272727 | 1 | |
| 109.8181818 | 1 | |
| 109.8 | 1 | |
| 109.3454545 | 1 |
MidPrice
Numeric time series
High correlation Non stationary Seasonal
| Distinct | 163 |
|---|---|
| Distinct (%) | 6.8% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 73.023691 |
|---|---|
| Minimum | 29 |
| Maximum | 111.5 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | 29 |
|---|---|
| 5-th percentile | 42.125 |
| Q1 | 52 |
| median | 74 |
| Q3 | 94.5 |
| 95-th percentile | 105 |
| Maximum | 111.5 |
| Range | 82.5 |
| Interquartile range (IQR) | 42.5 |
Descriptive statistics
| Standard deviation | 22.001976 |
|---|---|
| Coefficient of variation (CV) | 0.30129916 |
| Kurtosis | -1.4027917 |
| Mean | 73.023691 |
| Median Absolute Deviation (MAD) | 21 |
| Skewness | -0.036822895 |
| Sum | 175695 |
| Variance | 484.08696 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.523185574 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 47.03 seconds |
| Value | Count | Frequency (%) |
| 45.5 | 54 | 2.2% |
| 47.5 | 54 | 2.2% |
| 48.5 | 44 | 1.8% |
| 50.5 | 39 | 1.6% |
| 95 | 38 | 1.6% |
| 96 | 36 | 1.5% |
| 52.5 | 36 | 1.5% |
| 94.5 | 35 | 1.5% |
| 47 | 33 | 1.4% |
| 49 | 32 | 1.3% |
| Other values (153) | 2005 |
| Value | Count | Frequency (%) |
| 29 | 2 | 0.1% |
| 29.5 | 3 | 0.1% |
| 30 | 10 | |
| 30.5 | 4 | 0.2% |
| 31 | 3 | 0.1% |
| 31.5 | 2 | 0.1% |
| 32 | 7 | |
| 32.5 | 2 | 0.1% |
| 33.5 | 1 | < 0.1% |
| 34 | 3 | 0.1% |
| Value | Count | Frequency (%) |
| 111.5 | 1 | < 0.1% |
| 110.5 | 2 | 0.1% |
| 110 | 2 | 0.1% |
| 109 | 9 | 0.4% |
| 108.5 | 1 | < 0.1% |
| 108 | 17 | |
| 107.5 | 10 | 0.4% |
| 107 | 1 | < 0.1% |
| 106.5 | 14 | |
| 106 | 28 |
BOP
Real number (ℝ)
Zeros
| Distinct | 28 |
|---|---|
| Distinct (%) | 1.2% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.0086177054 |
| Minimum | -1 |
|---|---|
| Maximum | 1 |
| Zeros | 796 |
| Zeros (%) | 33.1% |
| Negative | 798 |
| Negative (%) | 33.2% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | -1 |
|---|---|
| 5-th percentile | -1 |
| Q1 | -0.5 |
| median | 0 |
| Q3 | 0.5 |
| 95-th percentile | 1 |
| Maximum | 1 |
| Range | 2 |
| Interquartile range (IQR) | 1 |
Descriptive statistics
| Standard deviation | 0.62520657 |
|---|---|
| Coefficient of variation (CV) | 72.549077 |
| Kurtosis | -0.90555891 |
| Mean | 0.0086177054 |
| Median Absolute Deviation (MAD) | 0.5 |
| Skewness | 0.0085586304 |
| Sum | 20.734199 |
| Variance | 0.39088326 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0 | 796 | |
| 1 | 361 | |
| -1 | 323 | |
| 0.5 | 272 | 11.3% |
| -0.5 | 267 | 11.1% |
| -0.6666666667 | 87 | 3.6% |
| 0.6666666667 | 77 | 3.2% |
| -0.3333333333 | 71 | 3.0% |
| 0.3333333333 | 67 | 2.8% |
| -0.75 | 17 | 0.7% |
| Other values (18) | 68 | 2.8% |
| Value | Count | Frequency (%) |
| -1 | 323 | |
| -0.8571428571 | 1 | < 0.1% |
| -0.8333333333 | 3 | 0.1% |
| -0.8181818182 | 1 | < 0.1% |
| -0.8 | 4 | 0.2% |
| -0.75 | 17 | 0.7% |
| -0.7142857143 | 2 | 0.1% |
| -0.6666666667 | 87 | 3.6% |
| -0.6 | 8 | 0.3% |
| -0.5 | 267 |
| Value | Count | Frequency (%) |
| 1 | 361 | |
| 0.8333333333 | 1 | < 0.1% |
| 0.8 | 8 | 0.3% |
| 0.75 | 8 | 0.3% |
| 0.6666666667 | 77 | 3.2% |
| 0.6 | 2 | 0.1% |
| 0.5 | 272 | |
| 0.4 | 4 | 0.2% |
| 0.3333333333 | 67 | 2.8% |
| 0.25 | 9 | 0.4% |
CMO
Numeric time series
High correlation
| Distinct | 2112 |
|---|---|
| Distinct (%) | 87.8% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.33900862 |
|---|---|
| Minimum | -82.186172 |
| Maximum | 77.472089 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | -82.186172 |
|---|---|
| 5-th percentile | -52.613881 |
| Q1 | -20.24712 |
| median | 2.8245097 |
| Q3 | 22.478729 |
| 95-th percentile | 46.419461 |
| Maximum | 77.472089 |
| Range | 159.65826 |
| Interquartile range (IQR) | 42.725849 |
Descriptive statistics
| Standard deviation | 30.233525 |
|---|---|
| Coefficient of variation (CV) | 89.182173 |
| Kurtosis | -0.48262315 |
| Mean | 0.33900862 |
| Median Absolute Deviation (MAD) | 21.34906 |
| Skewness | -0.2417927 |
| Sum | 815.65474 |
| Variance | 914.06606 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 1.637694919 × 10-18 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 47.03 seconds |
| Value | Count | Frequency (%) |
| 61.68530205 | 5 | 0.2% |
| 73.44306152 | 4 | 0.2% |
| 45.91314561 | 4 | 0.2% |
| 32.0664927 | 4 | 0.2% |
| 11.42663977 | 4 | 0.2% |
| 19.2435242 | 4 | 0.2% |
| 34.03850991 | 3 | 0.1% |
| 39.56309605 | 3 | 0.1% |
| 31.57620983 | 3 | 0.1% |
| 40.8539466 | 3 | 0.1% |
| Other values (2102) | 2369 |
| Value | Count | Frequency (%) |
| -82.18617211 | 3 | |
| -82.18617211 | 1 | < 0.1% |
| -75.35317416 | 1 | < 0.1% |
| -75.35317416 | 2 | |
| -75.24250395 | 1 | < 0.1% |
| -74.66247358 | 1 | < 0.1% |
| -73.85039466 | 1 | < 0.1% |
| -73.57675391 | 1 | < 0.1% |
| -72.68596954 | 1 | < 0.1% |
| -72.62956956 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 77.47208909 | 1 | < 0.1% |
| 73.44306152 | 2 | |
| 73.44306152 | 4 | |
| 72.86894128 | 1 | < 0.1% |
| 72.86448206 | 1 | < 0.1% |
| 72.86448206 | 1 | < 0.1% |
| 67.64512462 | 1 | < 0.1% |
| 66.70741968 | 1 | < 0.1% |
| 66.00436357 | 1 | < 0.1% |
| 66.00436357 | 1 | < 0.1% |
MFI
Numeric time series
High correlation
| Distinct | 2356 |
|---|---|
| Distinct (%) | 97.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 50.393243 |
|---|---|
| Minimum | -4.9790265 × 10-15 |
| Maximum | 98.154262 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | -4.9790265 × 10-15 |
|---|---|
| 5-th percentile | 19.835225 |
| Q1 | 37.776658 |
| median | 51.428515 |
| Q3 | 63.32268 |
| 95-th percentile | 78.135626 |
| Maximum | 98.154262 |
| Range | 98.154262 |
| Interquartile range (IQR) | 25.546022 |
Descriptive statistics
| Standard deviation | 17.838792 |
|---|---|
| Coefficient of variation (CV) | 0.35399174 |
| Kurtosis | -0.4317062 |
| Mean | 50.393243 |
| Median Absolute Deviation (MAD) | 12.844013 |
| Skewness | -0.15051564 |
| Sum | 121246.14 |
| Variance | 318.22249 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 7.682541842 × 10-14 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 47.03 seconds |
| Value | Count | Frequency (%) |
| 71.33164691 | 3 | 0.1% |
| 47.01717291 | 3 | 0.1% |
| 70.20130119 | 2 | 0.1% |
| 22.03355172 | 2 | 0.1% |
| 33.10565886 | 2 | 0.1% |
| 34.33273179 | 2 | 0.1% |
| 61.71132049 | 2 | 0.1% |
| 35.30307966 | 2 | 0.1% |
| 49.71838685 | 2 | 0.1% |
| 75.77733195 | 2 | 0.1% |
| Other values (2346) | 2384 |
| Value | Count | Frequency (%) |
| -4.979026481 × 10-15 | 1 | |
| -4.829293211 × 10-15 | 1 | |
| -4.725228247 × 10-15 | 1 | |
| 2.990865243 | 1 | |
| 5.052722655 | 1 | |
| 5.098366204 | 1 | |
| 5.159970998 | 1 | |
| 6.271774835 | 1 | |
| 6.979226466 | 1 | |
| 7.154350094 | 1 |
| Value | Count | Frequency (%) |
| 98.15426186 | 1 | |
| 97.95150112 | 1 | |
| 97.58613153 | 1 | |
| 97.57907376 | 1 | |
| 97.51392975 | 1 | |
| 97.49448053 | 1 | |
| 94.33539618 | 1 | |
| 94.28592245 | 1 | |
| 94.2307692 | 1 | |
| 93.44380166 | 1 |
ROC
Numeric time series
High correlation Zeros
| Distinct | 722 |
|---|---|
| Distinct (%) | 30.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.050252806 |
|---|---|
| Minimum | -25 |
| Maximum | 26.923077 |
| Zeros | 241 |
| Zeros (%) | 10.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | -25 |
|---|---|
| 5-th percentile | -10.702381 |
| Q1 | -3.8834951 |
| median | 0 |
| Q3 | 3.8834951 |
| 95-th percentile | 9.8453466 |
| Maximum | 26.923077 |
| Range | 51.923077 |
| Interquartile range (IQR) | 7.7669903 |
Descriptive statistics
| Standard deviation | 6.3265269 |
|---|---|
| Coefficient of variation (CV) | 125.894 |
| Kurtosis | 0.86026576 |
| Mean | 0.050252806 |
| Median Absolute Deviation (MAD) | 3.8834951 |
| Skewness | -0.082271332 |
| Sum | 120.90825 |
| Variance | 40.024942 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 2.048649555 × 10-11 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 47.03 seconds |
| Value | Count | Frequency (%) |
| 0 | 241 | 10.0% |
| 6.666666667 | 19 | 0.8% |
| -2.040816327 | 18 | 0.7% |
| 2.040816327 | 17 | 0.7% |
| 3.225806452 | 16 | 0.7% |
| 4 | 15 | 0.6% |
| -3.125 | 15 | 0.6% |
| 4.166666667 | 14 | 0.6% |
| 3.846153846 | 14 | 0.6% |
| 2 | 13 | 0.5% |
| Other values (712) | 2024 |
| Value | Count | Frequency (%) |
| -25 | 1 | |
| -24.32432432 | 1 | |
| -21.62162162 | 1 | |
| -21.21212121 | 1 | |
| -21.05263158 | 1 | |
| -21 | 1 | |
| -19.40298507 | 1 | |
| -18.91891892 | 2 | |
| -18.84057971 | 1 | |
| -18.60465116 | 1 |
| Value | Count | Frequency (%) |
| 26.92307692 | 1 | |
| 22.58064516 | 1 | |
| 22.22222222 | 1 | |
| 22.09302326 | 1 | |
| 21.42857143 | 1 | |
| 21.05263158 | 1 | |
| 20.93023256 | 2 | |
| 20 | 2 | |
| 18.75 | 1 | |
| 18.51851852 | 1 |
WILLR
Numeric time series
High correlation Zeros
| Distinct | 98 |
|---|---|
| Distinct (%) | 4.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -47.653861 |
|---|---|
| Minimum | -100 |
| Maximum | -0 |
| Zeros | 241 |
| Zeros (%) | 10.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | -100 |
|---|---|
| 5-th percentile | -100 |
| Q1 | -77.777778 |
| median | -44.444444 |
| Q3 | -20 |
| 95-th percentile | -0 |
| Maximum | -0 |
| Range | 100 |
| Interquartile range (IQR) | 57.777778 |
Descriptive statistics
| Standard deviation | 31.869818 |
|---|---|
| Coefficient of variation (CV) | -0.66877724 |
| Kurtosis | -1.3176014 |
| Mean | -47.653861 |
| Median Absolute Deviation (MAD) | 27.777778 |
| Skewness | -0.1003409 |
| Sum | -114655.19 |
| Variance | 1015.6853 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 1.905522187 × 10-16 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 47.03 seconds |
| Value | Count | Frequency (%) |
| -0 | 241 | 10.0% |
| -50 | 154 | 6.4% |
| -100 | 138 | 5.7% |
| -33.33333333 | 128 | 5.3% |
| -25 | 123 | 5.1% |
| -20 | 111 | 4.6% |
| -16.66666667 | 92 | 3.8% |
| -66.66666667 | 91 | 3.8% |
| -75 | 88 | 3.7% |
| -83.33333333 | 86 | 3.6% |
| Other values (88) | 1154 |
| Value | Count | Frequency (%) |
| -100 | 138 | |
| -100 | 32 | 1.3% |
| -95.45454545 | 1 | < 0.1% |
| -95.23809524 | 1 | < 0.1% |
| -95 | 1 | < 0.1% |
| -94.73684211 | 1 | < 0.1% |
| -94.44444444 | 2 | 0.1% |
| -93.75 | 1 | < 0.1% |
| -93.33333333 | 2 | 0.1% |
| -92.85714286 | 7 | 0.3% |
| Value | Count | Frequency (%) |
| -0 | 241 | |
| -4.761904762 | 1 | < 0.1% |
| -5.263157895 | 2 | 0.1% |
| -6.666666667 | 1 | < 0.1% |
| -7.142857143 | 3 | 0.1% |
| -7.692307692 | 5 | 0.2% |
| -8.333333333 | 9 | 0.4% |
| -8.695652174 | 2 | 0.1% |
| -9.090909091 | 26 | 1.1% |
| -10 | 17 | 0.7% |
AD
Numeric time series
High correlation Non stationary Seasonal
| Distinct | 1806 |
|---|---|
| Distinct (%) | 75.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 21015809 |
|---|---|
| Minimum | 893132.13 |
| Maximum | 42828772 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | 893132.13 |
|---|---|
| 5-th percentile | 5836173.2 |
| Q1 | 15452368 |
| median | 22456171 |
| Q3 | 25559616 |
| 95-th percentile | 36272473 |
| Maximum | 42828772 |
| Range | 41935640 |
| Interquartile range (IQR) | 10107248 |
Descriptive statistics
| Standard deviation | 8594702.4 |
|---|---|
| Coefficient of variation (CV) | 0.40896367 |
| Kurtosis | -0.15419048 |
| Mean | 21015809 |
| Median Absolute Deviation (MAD) | 5288976.7 |
| Skewness | 0.048496395 |
| Sum | 5.0564037 × 1010 |
| Variance | 7.386891 × 1013 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.7328372764 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 47.03 seconds |
| Value | Count | Frequency (%) |
| 25287507.51 | 7 | 0.3% |
| 30566385.28 | 6 | 0.2% |
| 14176422.58 | 6 | 0.2% |
| 5797574.29 | 6 | 0.2% |
| 18901673.28 | 6 | 0.2% |
| 14815340.58 | 5 | 0.2% |
| 5930001.29 | 5 | 0.2% |
| 33029610.28 | 5 | 0.2% |
| 25755212.18 | 5 | 0.2% |
| 15924649.24 | 5 | 0.2% |
| Other values (1796) | 2350 |
| Value | Count | Frequency (%) |
| 893132.1333 | 1 | |
| 1191203.133 | 1 | |
| 1238770.133 | 1 | |
| 1256938.667 | 2 | |
| 1438093 | 1 | |
| 1505538.333 | 1 | |
| 1530563.333 | 1 | |
| 1549849.667 | 1 | |
| 1668615.133 | 1 | |
| 1896832.333 | 1 |
| Value | Count | Frequency (%) |
| 42828772.44 | 1 | |
| 42770737.61 | 1 | |
| 42554935.61 | 2 | |
| 42475559.61 | 1 | |
| 42225058.61 | 1 | |
| 42141626.44 | 1 | |
| 42054419.11 | 1 | |
| 42047934.44 | 1 | |
| 42000639.44 | 1 | |
| 41969051.44 | 2 |
OBV
Numeric time series
High correlation Non stationary Seasonal
| Distinct | 1628 |
|---|---|
| Distinct (%) | 67.7% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1938878.3 |
|---|---|
| Minimum | -11281501 |
| Maximum | 17239093 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | -11281501 |
|---|---|
| 5-th percentile | -5843366.2 |
| Q1 | -1821070.8 |
| median | 1162726 |
| Q3 | 3644599 |
| 95-th percentile | 13371821 |
| Maximum | 17239093 |
| Range | 28520594 |
| Interquartile range (IQR) | 5465669.8 |
Descriptive statistics
| Standard deviation | 5590567.6 |
|---|---|
| Coefficient of variation (CV) | 2.8834031 |
| Kurtosis | 0.094304167 |
| Mean | 1938878.3 |
| Median Absolute Deviation (MAD) | 2720577 |
| Skewness | 0.69695817 |
| Sum | 4.6649411 × 109 |
| Variance | 3.1254446 × 1013 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.7567319259 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 47.03 seconds |
| Value | Count | Frequency (%) |
| 12455310 | 8 | 0.3% |
| -1787119 | 7 | 0.3% |
| 4610450 | 7 | 0.3% |
| 1752318 | 6 | 0.2% |
| 1031013 | 6 | 0.2% |
| 2267274 | 6 | 0.2% |
| 10200739 | 6 | 0.2% |
| -2980435 | 6 | 0.2% |
| -2442434 | 6 | 0.2% |
| 9499444 | 6 | 0.2% |
| Other values (1618) | 2342 |
| Value | Count | Frequency (%) |
| -11281501 | 1 | |
| -10915575 | 1 | |
| -10606344 | 2 | |
| -10485536 | 1 | |
| -10246322 | 2 | |
| -10225536 | 1 | |
| -10221535 | 1 | |
| -10191854 | 1 | |
| -10130907 | 1 | |
| -10037510 | 1 |
| Value | Count | Frequency (%) |
| 17239093 | 1 | < 0.1% |
| 17233727 | 3 | |
| 16630726 | 1 | < 0.1% |
| 16516877 | 2 | |
| 16478589 | 2 | |
| 16470200 | 3 | |
| 16283966 | 3 | |
| 15922731 | 1 | < 0.1% |
| 15779207 | 1 | < 0.1% |
| 15733920 | 1 | < 0.1% |
NATR
Numeric time series
High correlation Non stationary Seasonal Unique
| Distinct | 2406 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 2.9055739 |
|---|---|
| Minimum | 0.99195246 |
| Maximum | 7.9900552 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | 0.99195246 |
|---|---|
| 5-th percentile | 1.5516377 |
| Q1 | 2.1204332 |
| median | 2.6458587 |
| Q3 | 3.5069273 |
| 95-th percentile | 5.1340899 |
| Maximum | 7.9900552 |
| Range | 6.9981027 |
| Interquartile range (IQR) | 1.3864941 |
Descriptive statistics
| Standard deviation | 1.1142117 |
|---|---|
| Coefficient of variation (CV) | 0.38347389 |
| Kurtosis | 1.8321109 |
| Mean | 2.9055739 |
| Median Absolute Deviation (MAD) | 0.60759023 |
| Skewness | 1.2328214 |
| Sum | 6990.8108 |
| Variance | 1.2414678 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.0102408407 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 47.03 seconds |
| Value | Count | Frequency (%) |
| 2.306122449 | 1 | < 0.1% |
| 2.36338744 | 1 | < 0.1% |
| 2.291099148 | 1 | < 0.1% |
| 2.450134423 | 1 | < 0.1% |
| 2.533955181 | 1 | < 0.1% |
| 2.539577814 | 1 | < 0.1% |
| 2.450943778 | 1 | < 0.1% |
| 2.88981871 | 1 | < 0.1% |
| 3.161406394 | 1 | < 0.1% |
| 2.994025894 | 1 | < 0.1% |
| Other values (2396) | 2396 |
| Value | Count | Frequency (%) |
| 0.9919524571 | 1 | |
| 0.9968114978 | 1 | |
| 1.003945316 | 1 | |
| 1.055256422 | 1 | |
| 1.068737671 | 1 | |
| 1.072156682 | 1 | |
| 1.073489305 | 1 | |
| 1.098230317 | 1 | |
| 1.118577218 | 1 | |
| 1.118889983 | 1 |
| Value | Count | Frequency (%) |
| 7.990055151 | 1 | |
| 7.979421313 | 1 | |
| 7.822233858 | 1 | |
| 7.747914415 | 1 | |
| 7.628188187 | 1 | |
| 7.383114502 | 1 | |
| 7.325840221 | 1 | |
| 7.259628592 | 1 | |
| 7.255719273 | 1 | |
| 7.244593087 | 1 |
ATR
Numeric time series
High correlation Unique
| Distinct | 2406 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1.9701532 |
|---|---|
| Minimum | 0.91395011 |
| Maximum | 4.0659392 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | 0.91395011 |
|---|---|
| 5-th percentile | 1.1511682 |
| Q1 | 1.5739803 |
| median | 1.8745992 |
| Q3 | 2.2697704 |
| 95-th percentile | 3.1692183 |
| Maximum | 4.0659392 |
| Range | 3.1519891 |
| Interquartile range (IQR) | 0.69579016 |
Descriptive statistics
| Standard deviation | 0.58298712 |
|---|---|
| Coefficient of variation (CV) | 0.29590954 |
| Kurtosis | 0.71358212 |
| Mean | 1.9701532 |
| Median Absolute Deviation (MAD) | 0.34278752 |
| Skewness | 0.87394998 |
| Sum | 4740.1885 |
| Variance | 0.33987398 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.006612618529 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 47.03 seconds |
| Value | Count | Frequency (%) |
| 1.729591837 | 1 | < 0.1% |
| 1.748906706 | 1 | < 0.1% |
| 1.695413369 | 1 | < 0.1% |
| 1.788598129 | 1 | < 0.1% |
| 1.875126834 | 1 | < 0.1% |
| 1.955474917 | 1 | < 0.1% |
| 1.887226709 | 1 | < 0.1% |
| 2.109567658 | 1 | < 0.1% |
| 2.24459854 | 1 | < 0.1% |
| 2.155698644 | 1 | < 0.1% |
| Other values (2396) | 2396 |
| Value | Count | Frequency (%) |
| 0.9139501068 | 1 | |
| 0.9200965277 | 1 | |
| 0.9370867343 | 1 | |
| 0.9842539612 | 1 | |
| 0.9881614575 | 1 | |
| 0.9883542985 | 1 | |
| 0.9890070677 | 1 | |
| 0.9891861343 | 1 | |
| 0.9897922772 | 1 | |
| 0.9899585533 | 1 |
| Value | Count | Frequency (%) |
| 4.065939239 | 1 | |
| 4.061229294 | 1 | |
| 3.994088412 | 1 | |
| 3.985427201 | 1 | |
| 3.921108148 | 1 | |
| 3.915039544 | 1 | |
| 3.907489807 | 1 | |
| 3.900373638 | 1 | |
| 3.875245846 | 1 | |
| 3.870266406 | 1 |
TRANGE
Real number (ℝ)
High correlation Zeros
| Distinct | 10 |
|---|---|
| Distinct (%) | 0.4% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1.9709061 |
| Minimum | 0 |
|---|---|
| Maximum | 11 |
| Zeros | 40 |
| Zeros (%) | 1.7% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | 0 |
|---|---|
| 5-th percentile | 1 |
| Q1 | 1 |
| median | 2 |
| Q3 | 2 |
| 95-th percentile | 4 |
| Maximum | 11 |
| Range | 11 |
| Interquartile range (IQR) | 1 |
Descriptive statistics
| Standard deviation | 1.0489007 |
|---|---|
| Coefficient of variation (CV) | 0.53219213 |
| Kurtosis | 5.2878663 |
| Mean | 1.9709061 |
| Median Absolute Deviation (MAD) | 1 |
| Skewness | 1.5207118 |
| Sum | 4742 |
| Variance | 1.1001927 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 2 | 1002 | |
| 1 | 809 | |
| 3 | 389 | 16.2% |
| 4 | 106 | 4.4% |
| 5 | 40 | 1.7% |
| 0 | 40 | 1.7% |
| 7 | 9 | 0.4% |
| 6 | 8 | 0.3% |
| 8 | 2 | 0.1% |
| 11 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 0 | 40 | 1.7% |
| 1 | 809 | |
| 2 | 1002 | |
| 3 | 389 | 16.2% |
| 4 | 106 | 4.4% |
| 5 | 40 | 1.7% |
| 6 | 8 | 0.3% |
| 7 | 9 | 0.4% |
| 8 | 2 | 0.1% |
| 11 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 11 | 1 | < 0.1% |
| 8 | 2 | 0.1% |
| 7 | 9 | 0.4% |
| 6 | 8 | 0.3% |
| 5 | 40 | 1.7% |
| 4 | 106 | 4.4% |
| 3 | 389 | 16.2% |
| 2 | 1002 | |
| 1 | 809 | |
| 0 | 40 | 1.7% |
TSF
Numeric time series
High correlation Non stationary
| Distinct | 2146 |
|---|---|
| Distinct (%) | 89.2% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 73.059476 |
|---|---|
| Minimum | 26.307692 |
| Maximum | 115.1978 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.6 KiB |
Quantile statistics
| Minimum | 26.307692 |
|---|---|
| 5-th percentile | 41.659341 |
| Q1 | 51.923077 |
| median | 73.175824 |
| Q3 | 94.002747 |
| 95-th percentile | 105.22802 |
| Maximum | 115.1978 |
| Range | 88.89011 |
| Interquartile range (IQR) | 42.07967 |
Descriptive statistics
| Standard deviation | 22.247699 |
|---|---|
| Coefficient of variation (CV) | 0.3045149 |
| Kurtosis | -1.3728599 |
| Mean | 73.059476 |
| Median Absolute Deviation (MAD) | 21.032967 |
| Skewness | -0.023885726 |
| Sum | 175781.1 |
| Variance | 494.96012 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.577776729 |
Gap statistics
| number of gaps | 499 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 47.03 seconds |
| Value | Count | Frequency (%) |
| 49.97802198 | 5 | 0.2% |
| 51.91208791 | 4 | 0.2% |
| 47.84615385 | 4 | 0.2% |
| 96.32967033 | 3 | 0.1% |
| 52.08791209 | 3 | 0.1% |
| 97.12087912 | 3 | 0.1% |
| 82.32967033 | 3 | 0.1% |
| 48.13186813 | 3 | 0.1% |
| 98.58241758 | 3 | 0.1% |
| 53.2967033 | 3 | 0.1% |
| Other values (2136) | 2372 |
| Value | Count | Frequency (%) |
| 26.30769231 | 1 | |
| 26.45054945 | 1 | |
| 26.94505495 | 1 | |
| 27.20879121 | 1 | |
| 27.28571429 | 1 | |
| 27.3956044 | 1 | |
| 27.41758242 | 1 | |
| 27.83516484 | 1 | |
| 27.93406593 | 1 | |
| 28.0989011 | 1 |
| Value | Count | Frequency (%) |
| 115.1978022 | 1 | |
| 114.5494505 | 1 | |
| 114.1538462 | 1 | |
| 113.3406593 | 1 | |
| 112.5494505 | 1 | |
| 111.6593407 | 1 | |
| 111.2637363 | 1 | |
| 110.9010989 | 1 | |
| 110.8351648 | 1 | |
| 110.8131868 | 1 |
Interactions
Correlations
| AD | ATR | BOP | CMO | EMA | KAMA | MA | MFI | MidPrice | NATR | OBV | ROC | TRANGE | TSF | WILLR | WMA | close | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AD | 1.000 | -0.434 | 0.023 | 0.007 | -0.215 | -0.212 | -0.216 | 0.018 | -0.215 | -0.137 | 0.556 | -0.027 | -0.251 | -0.222 | -0.033 | -0.216 | -0.218 |
| ATR | -0.434 | 1.000 | 0.000 | -0.137 | 0.296 | 0.294 | 0.295 | -0.113 | 0.294 | 0.504 | -0.315 | -0.054 | 0.588 | 0.286 | -0.070 | 0.293 | 0.290 |
| BOP | 0.023 | 0.000 | 1.000 | 0.356 | 0.012 | 0.008 | 0.007 | 0.147 | 0.009 | -0.054 | 0.080 | 0.265 | -0.049 | 0.019 | 0.435 | 0.013 | 0.061 |
| CMO | 0.007 | -0.137 | 0.356 | 1.000 | 0.055 | 0.039 | 0.044 | 0.796 | 0.040 | -0.233 | 0.220 | 0.862 | -0.170 | 0.130 | 0.918 | 0.072 | 0.139 |
| EMA | -0.215 | 0.296 | 0.012 | 0.055 | 1.000 | 0.998 | 1.000 | 0.053 | 0.999 | -0.624 | 0.253 | 0.006 | 0.170 | 0.994 | 0.036 | 1.000 | 0.994 |
| KAMA | -0.212 | 0.294 | 0.008 | 0.039 | 0.998 | 1.000 | 0.998 | 0.042 | 0.998 | -0.625 | 0.256 | -0.010 | 0.171 | 0.991 | 0.018 | 0.998 | 0.991 |
| MA | -0.216 | 0.295 | 0.007 | 0.044 | 1.000 | 0.998 | 1.000 | 0.048 | 0.999 | -0.623 | 0.251 | -0.006 | 0.170 | 0.993 | 0.023 | 0.999 | 0.992 |
| MFI | 0.018 | -0.113 | 0.147 | 0.796 | 0.053 | 0.042 | 0.048 | 1.000 | 0.042 | -0.210 | 0.201 | 0.737 | -0.111 | 0.131 | 0.742 | 0.072 | 0.114 |
| MidPrice | -0.215 | 0.294 | 0.009 | 0.040 | 0.999 | 0.998 | 0.999 | 0.042 | 1.000 | -0.624 | 0.248 | -0.014 | 0.169 | 0.992 | 0.016 | 0.998 | 0.992 |
| NATR | -0.137 | 0.504 | -0.054 | -0.233 | -0.624 | -0.625 | -0.623 | -0.210 | -0.624 | 1.000 | -0.458 | -0.129 | 0.323 | -0.633 | -0.168 | -0.627 | -0.632 |
| OBV | 0.556 | -0.315 | 0.080 | 0.220 | 0.253 | 0.256 | 0.251 | 0.201 | 0.248 | -0.458 | 1.000 | 0.127 | -0.175 | 0.258 | 0.165 | 0.255 | 0.260 |
| ROC | -0.027 | -0.054 | 0.265 | 0.862 | 0.006 | -0.010 | -0.006 | 0.737 | -0.014 | -0.129 | 0.127 | 1.000 | -0.106 | 0.088 | 0.864 | 0.024 | 0.085 |
| TRANGE | -0.251 | 0.588 | -0.049 | -0.170 | 0.170 | 0.171 | 0.170 | -0.111 | 0.169 | 0.323 | -0.175 | -0.106 | 1.000 | 0.159 | -0.130 | 0.167 | 0.157 |
| TSF | -0.222 | 0.286 | 0.019 | 0.130 | 0.994 | 0.991 | 0.993 | 0.131 | 0.992 | -0.633 | 0.258 | 0.088 | 0.159 | 1.000 | 0.106 | 0.997 | 0.996 |
| WILLR | -0.033 | -0.070 | 0.435 | 0.918 | 0.036 | 0.018 | 0.023 | 0.742 | 0.016 | -0.168 | 0.165 | 0.864 | -0.130 | 0.106 | 1.000 | 0.051 | 0.122 |
| WMA | -0.216 | 0.293 | 0.013 | 0.072 | 1.000 | 0.998 | 0.999 | 0.072 | 0.998 | -0.627 | 0.255 | 0.024 | 0.167 | 0.997 | 0.051 | 1.000 | 0.996 |
| close | -0.218 | 0.290 | 0.061 | 0.139 | 0.994 | 0.991 | 0.992 | 0.114 | 0.992 | -0.632 | 0.260 | 0.085 | 0.157 | 0.996 | 0.122 | 0.996 | 1.000 |
Missing values
Sample
| Date | close | repaired? | MA | EMA | KAMA | WMA | MidPrice | BOP | CMO | MFI | ROC | WILLR | AD | OBV | NATR | ATR | TRANGE | TSF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010-01-26 | 2010-01-26 | 75 | False | 77.6 | 77.530570 | 75.862343 | 76.545455 | 78.0 | 0.000000 | -66.532767 | 22.279956 | -9.638554 | -90.000000 | 1.256939e+06 | -1370963.0 | 2.306122 | 1.729592 | 1.0 | 73.670330 |
| 2010-01-27 | 2010-01-27 | 74 | False | 76.9 | 76.888648 | 75.333558 | 75.890909 | 77.0 | -0.500000 | -71.085032 | 10.101811 | -8.641975 | -90.909091 | 1.256939e+06 | -1727142.0 | 2.363387 | 1.748907 | 2.0 | 72.879121 |
| 2010-01-28 | 2010-01-28 | 74 | False | 76.3 | 76.363439 | 74.978313 | 75.363636 | 76.5 | 0.000000 | -71.085032 | 9.279363 | -7.500000 | -90.909091 | 1.549850e+06 | -1727142.0 | 2.291099 | 1.695413 | 1.0 | 72.384615 |
| 2010-01-29 | 2010-01-29 | 73 | False | 75.7 | 75.751905 | 74.451312 | 74.763636 | 75.5 | -0.333333 | -75.242504 | 8.491612 | -7.594937 | -91.666667 | 1.438093e+06 | -2062412.0 | 2.450134 | 1.788598 | 3.0 | 71.901099 |
| 2010-02-01 | 2010-02-01 | 74 | False | 75.3 | 75.433377 | 74.390991 | 74.454545 | 75.5 | 0.333333 | -51.102574 | 7.158936 | -5.128205 | -80.000000 | 1.530563e+06 | -1785001.0 | 2.533955 | 1.875127 | 3.0 | 72.032967 |
| 2010-02-02 | 2010-02-02 | 77 | False | 75.1 | 75.718217 | 74.480232 | 74.763636 | 75.5 | 0.666667 | -3.553649 | 16.863484 | -2.531646 | -44.444444 | 1.896832e+06 | -1418732.0 | 2.539578 | 1.955475 | 3.0 | 72.967033 |
| 2010-02-03 | 2010-02-03 | 77 | False | 75.0 | 75.951269 | 74.523753 | 75.109091 | 75.0 | 0.000000 | -3.553649 | 27.601955 | -1.282051 | -37.500000 | 1.505538e+06 | -1418732.0 | 2.450944 | 1.887227 | 1.0 | 73.857143 |
| 2010-02-04 | 2010-02-04 | 73 | False | 74.7 | 75.414674 | 74.444028 | 74.745455 | 75.0 | -0.800000 | -36.464495 | 26.052691 | -3.947368 | -85.714286 | 1.191203e+06 | -1942624.0 | 2.889819 | 2.109568 | 5.0 | 73.527473 |
| 2010-02-05 | 2010-02-05 | 71 | False | 74.3 | 74.612006 | 74.201745 | 74.072727 | 74.0 | -0.500000 | -46.589738 | 23.909991 | -5.333333 | -88.888889 | 8.931321e+05 | -2538766.0 | 3.161406 | 2.244599 | 4.0 | 72.648352 |
| 2010-02-08 | 2010-02-08 | 72 | False | 74.0 | 74.137096 | 74.110590 | 73.654545 | 74.0 | 0.000000 | -34.666958 | 23.909991 | -4.000000 | -77.777778 | 1.238770e+06 | -2193128.0 | 2.994026 | 2.155699 | 1.0 | 72.461538 |
| Date | close | repaired? | MA | EMA | KAMA | WMA | MidPrice | BOP | CMO | MFI | ROC | WILLR | AD | OBV | NATR | ATR | TRANGE | TSF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-08-06 | 2019-08-06 | 54 | False | 56.1 | 55.877019 | 56.850927 | 55.800000 | 56.0 | -0.500000 | -21.334929 | 46.668222 | -5.263158 | -83.333333 | 4.015743e+07 | 13996760.0 | 3.385560 | 1.828202 | 2.0 | 55.692308 |
| 2019-08-07 | 2019-08-07 | 51 | False | 55.6 | 54.990288 | 56.439323 | 54.872727 | 55.0 | -0.666667 | -37.955823 | 41.494913 | -8.928571 | -100.000000 | 3.909421e+07 | 12933546.0 | 3.748828 | 1.911902 | 3.0 | 54.054945 |
| 2019-08-08 | 2019-08-08 | 53 | False | 55.3 | 54.628418 | 56.339014 | 54.400000 | 55.0 | 1.000000 | -19.286448 | 46.703307 | -5.357143 | -75.000000 | 3.981897e+07 | 13658308.0 | 3.619235 | 1.918195 | 2.0 | 53.296703 |
| 2019-08-09 | 2019-08-09 | 54 | False | 55.1 | 54.514160 | 56.298616 | 54.163636 | 55.0 | 0.333333 | -10.945294 | 47.206311 | -3.571429 | -62.500000 | 4.006110e+07 | 14384694.0 | 3.695308 | 1.995467 | 3.0 | 52.923077 |
| 2019-08-12 | 2019-08-12 | 55 | False | 54.9 | 54.602495 | 56.276186 | 54.145455 | 55.0 | 1.000000 | -2.946849 | 47.669328 | -3.508772 | -50.000000 | 4.067213e+07 | 14995721.0 | 3.498840 | 1.924362 | 1.0 | 53.076923 |
| 2019-08-13 | 2019-08-13 | 57 | False | 54.8 | 55.038405 | 56.282886 | 54.527273 | 55.0 | 0.666667 | 11.268626 | 57.467634 | -1.724138 | -25.000000 | 4.145562e+07 | 15779207.0 | 3.510865 | 2.001193 | 3.0 | 53.692308 |
| 2019-08-14 | 2019-08-14 | 55 | False | 54.4 | 55.031422 | 56.239005 | 54.563636 | 54.5 | -0.666667 | -3.532266 | 52.692417 | -6.779661 | -50.000000 | 4.121619e+07 | 15060914.0 | 3.768248 | 2.072536 | 3.0 | 53.703297 |
| 2019-08-15 | 2019-08-15 | 54 | False | 54.4 | 54.843891 | 56.229685 | 54.490909 | 54.0 | -1.000000 | -10.170629 | 49.711640 | 0.000000 | -62.500000 | 4.068832e+07 | 14533048.0 | 3.696161 | 1.995927 | 1.0 | 53.461538 |
| 2019-08-16 | 2019-08-16 | 55 | False | 54.3 | 54.872274 | 56.216216 | 54.600000 | 54.0 | 0.000000 | -2.345271 | 47.564612 | -1.785714 | -50.000000 | 4.068832e+07 | 14701393.0 | 3.629487 | 1.996218 | 2.0 | 53.747253 |
| 2019-08-19 | 2019-08-19 | 56 | False | 54.4 | 55.077315 | 56.213848 | 54.909091 | 54.0 | 1.000000 | 5.141142 | 44.693193 | 1.818182 | -37.500000 | 4.080189e+07 | 14814964.0 | 3.437606 | 1.925059 | 1.0 | 54.560440 |